Merge pull request #1665 from quantopian/determine_overwrite_type_dynamically

Determine overwrite type dynamically

tests/pipeline/test_adjusted_array.py

@@ -25,6 +25,7 @@ from zipline.lib.adjustment import (
     Float64Multiply,
     Float64Overwrite,
     Float641DArrayOverwrite,
+    Int64Overwrite,
     ObjectOverwrite,
 )
 from zipline.lib.adjusted_array import AdjustedArray, NOMASK
@@ -235,6 +236,7 @@ def _gen_overwrite_adjustment_cases(dtype):
     adjustment_type = {
         float64_dtype: Float64Overwrite,
         datetime64ns_dtype: Datetime64Overwrite,
+        int64_dtype: Int64Overwrite,
         bytes_dtype: ObjectOverwrite,
         unicode_dtype: ObjectOverwrite,
         object_dtype: ObjectOverwrite,
@@ -585,6 +587,7 @@ class AdjustedArrayTestCase(TestCase):
 
     @parameterized.expand(
         chain(
+            _gen_overwrite_adjustment_cases(int64_dtype),
             _gen_overwrite_adjustment_cases(float64_dtype),
             _gen_overwrite_adjustment_cases(datetime64ns_dtype),
             _gen_overwrite_1d_array_adjustment_case(float64_dtype),

tests/pipeline/test_adjustment.py

@@ -35,6 +35,21 @@ class AdjustmentTestCase(TestCase):
         )
         self.assertEqual(result, expected)
 
+    def test_make_int_adjustment(self):
+        result = adj.make_adjustment_from_indices(
+            1, 2, 3, 4,
+            adjustment_kind=adj.OVERWRITE,
+            value=1,
+        )
+        expected = adj.Int64Overwrite(
+            first_row=1,
+            last_row=2,
+            first_col=3,
+            last_col=4,
+            value=1,
+        )
+        self.assertEqual(result, expected)
+
     def test_make_datetime_adjustment(self):
         overwrite_dt = make_datetime64ns(0)
         result = adj.make_adjustment_from_indices(
@@ -51,6 +66,23 @@ class AdjustmentTestCase(TestCase):
         )
         self.assertEqual(result, expected)
 
+    @parameterized.expand([("some text",), ("some text".encode(),), (None,)])
+    def test_make_object_adjustment(self, value):
+        result = adj.make_adjustment_from_indices(
+            1, 2, 3, 4,
+            adjustment_kind=adj.OVERWRITE,
+            value=value,
+        )
+
+        expected = adj.ObjectOverwrite(
+            first_row=1,
+            last_row=2,
+            first_col=3,
+            last_col=4,
+            value=value,
+        )
+        self.assertEqual(result, expected)
+
     def test_unsupported_type(self):
         class SomeClass(object):
             pass

tests/pipeline/test_blaze.py

@@ -1534,7 +1534,7 @@ class BlazeToPipelineTestCase(WithAssetFinder, ZiplineTestCase):
             pd.Timestamp('2014-01-04')
         ])
         baseline = pd.DataFrame({
-            'value': (0, 1),
+            'value': (0., 1.),
             'asof_date': base_dates,
             'timestamp': base_dates,
         })
@@ -1545,7 +1545,6 @@ class BlazeToPipelineTestCase(WithAssetFinder, ZiplineTestCase):
             value=deltas.value + 10,
             timestamp=deltas.timestamp + timedelta(days=1),
         )
-
         nassets = len(simple_asset_info)
         expected_views = keymap(pd.Timestamp, {
             '2014-01-03': np.array([[10.0],